Dear all,
I'm using package "ridge" to deal with multicollinearity. It's been convenient
to automatically choose lambda.
However, how do I tell whether the OLS results have been improved after
applying ridge regression?
I only notice that more variables become statistically significant and some
variables' std.errors have been decreased.
What is the code to compute R squared for linearRidge() under package "ridge"?
Thanks a lot!
Hermia
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